Nasdaq Cta Artificial Index Price on September 27, 2024
| NQROBO Index | 1,663 11.19 0.67% |
Below is the normalized historical share price chart for Nasdaq CTA Artificial extending back to December 19, 2017. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Nasdaq CTA stands at 1,663, as last reported on the 18th of December 2024, with the highest price reaching 1,675 and the lowest price hitting 1,657 during the day.
If you're considering investing in Nasdaq Index, it is important to understand the factors that can impact its price. Nasdaq CTA Artificial has Sharpe Ratio of 0.14, which conveys that the entity had a 0.14% return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Nasdaq CTA, which you can use to evaluate the volatility of the index. Nasdaq Index price history is provided at the adjusted basis, taking into account all of the recent filings.
Sharpe Ratio = 0.1431
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Estimated Market Risk
| 1.15 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.16 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.14 actual daily | 11 89% of assets perform better |
Based on monthly moving average Nasdaq CTA is performing at about 11% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Nasdaq CTA by adding it to a well-diversified portfolio.
Nasdaq CTA Valuation on September 27, 2024
It is possible to determine the worth of Nasdaq CTA on a given historical date. On September 27, 2024 Nasdaq was worth 1541.37 at the beginning of the trading date compared to the closed value of 1554.33. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Nasdaq CTA index. Still, in general, we apply an absolute valuation method to find Nasdaq CTA's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Nasdaq CTA where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Nasdaq CTA's related companies.
| Open | High | Low | Close | Volume | |
| 1,505 | 1,542 | 1,504 | 1,540 | 1.00 | |
09/27/2024 | 1,541 | 1,565 | 1,541 | 1,554 | 1.00 |
| 1,547 | 1,548 | 1,526 | 1,537 | 1.00 |
| Backtest Nasdaq CTA | | | Nasdaq CTA History | Previous | Next |
Nasdaq CTA Trading Date Momentum on September 27, 2024
| On September 30 2024 Nasdaq CTA Artificial was traded for 1,537 at the closing time. The highest price during the trading period was 1,548 and the lowest recorded bid was listed for 1,526 . There was no trading activity during the period 1.0. Lack of trading volume on September 30, 2024 contributed to the next trading day price decline. The trading delta at closing time to the next closing price was 1.10% . The trading delta at closing time to the current price is 1.34% . |
Price Boundaries
Nasdaq CTA Period Price Range
Low | December 18, 2024
| High |
0.00 | 0.00 |
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Nasdaq CTA December 18, 2024 Market Strength
Market strength indicators help investors to evaluate how Nasdaq CTA index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Nasdaq CTA shares will generate the highest return on investment. By undertsting and applying Nasdaq CTA index market strength indicators, traders can identify Nasdaq CTA Artificial entry and exit signals to maximize returns
Nasdaq CTA Technical Drivers
Nasdaq CTA December 18, 2024 Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Nasdaq CTA's price direction in advance. Along with the technical and fundamental analysis of Nasdaq Index historical price patterns, it is also worthwhile for investors to track various predictive indicators of Nasdaq to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1339 | |||
| Mean Deviation | 0.9386 | |||
| Semi Deviation | 0.8513 | |||
| Downside Deviation | 1.05 | |||
| Coefficient Of Variation | 556.89 | |||
| Standard Deviation | 1.17 | |||
| Variance | 1.36 | |||
| Information Ratio | 0.1215 | |||
| Total Risk Alpha | 0.1065 | |||
| Sortino Ratio | 0.135 | |||
| Maximum Drawdown | 5.25 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 2.17 | |||
| Downside Variance | 1.1 | |||
| Semi Variance | 0.7247 | |||
| Expected Short fall | (1.08) | |||
| Skewness | 0.0615 | |||
| Kurtosis | (0.20) |
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